Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-07-27 0.705937 0.807942 0.927687 1.080846 1.274882 1.517352 1.851482
2025-08-03 0.610901 0.742486 0.912398 1.155705 1.509728 2.033204 2.928919
2025-08-10 0.520226 0.657186 0.845547 1.137542 1.609260 2.411084 4.093008
2025-08-17 0.444661 0.576232 0.765026 1.074443 1.614557 2.640510 5.222553
2025-08-24 0.398070 0.527594 0.720657 1.053804 1.680628 3.016238 7.169819
2025-08-31 0.381937 0.520081 0.735779 1.133061 1.959009 4.036351 13.306837
2025-09-07 0.352792 0.488491 0.706638 1.125778 2.058428 4.710439 21.128957
2025-09-14 0.325597 0.456635 0.672088 1.100119 2.107074 5.295253 33.290234
2025-09-21 0.305028 0.433143 0.648501 1.090906 2.193410 6.124299 62.618845
2025-09-28 0.284491 0.407687 0.618196 1.061680 2.217406 6.762830 119.850694
2025-10-05 0.280664 0.409583 0.637242 1.142392 2.591129 9.769753 4468.888812
2025-10-12 0.282537 0.421236 0.675988 1.278693 3.239825 17.183971 NaN
2025-10-19 0.270203 0.407786 0.666285 1.301629 3.540450 24.479754 NaN
2025-10-26 0.258126 0.393760 0.653782 1.315368 3.829809 35.816996 NaN
2025-11-02 0.241116 0.369353 0.617142 1.256339 3.762216 40.568921 NaN
2025-11-09 0.223261 0.342243 0.572460 1.167722 3.513883 38.883799 NaN
2025-11-16 0.211714 0.326155 0.549675 1.137266 3.543321 47.756037 NaN
2025-11-23 0.209997 0.328272 0.565828 1.222465 4.257829 132.584827 NaN
2025-11-30 0.201544 0.316908 0.551248 1.212547 4.434580 235.799549 NaN
2025-12-07 0.192491 0.303812 0.531592 1.183100 4.470937 379.558334 NaN
2025-12-14 0.185360 0.294023 0.518533 1.172457 4.636433 989.018055 NaN
2025-12-21 0.177392 0.282146 0.499721 1.139773 4.623431 2199.673925 NaN
2025-12-28 0.177171 0.285495 0.516322 1.229556 5.698237 NaN NaN